| The set includes: the full unrestricted, ad-free video access, all related spreadsheets, the course printout, the course outline, the quiz, the course summary. | USD 99.00 / year |
 |
|
 |
|
|
Asset Swaps and Z-spreads – All chapters
Still in Part 2, Chapter 4 explains what we mean by a bond’s z-spread, how this z-spread relates to, but is different from, YTM, and what factors cause the z-spread to differ from the asset swap spread;
Target audience: Traders, risk managers, sales force, financial control and audit
Prerequisite required:
– Bond Fundamentals
– Interest Rate Forwards & Swaps
Prerequisite recommended:
– None